But I Don't Want to Find a Path

Windows 2000 and Windows XP do away with the AUTOEXEC.BAT file forcing you to set command prompt environment variables in a different manner. Personally, I needed to add the Java SDK bin directory to my PATH environment variable, here's how:

1. Right click My Computer -> Properties
2. Click the Advanced tab and then Environment Variables
3. Under "User variables for (current user)" click New
4. Name the new variable PATH and give it the value to which you want to set your PATH, in my case I gave it the value: D:\j2sdk1.4.2_08\bin
5. Click OK three times and you're done; the path will be automatically appended to your PATH variable whenever you open the command prompt

For more info you might want to check out the following Microsoft document: http://support.microsoft.com/default.aspx?scid=kb;en-us;310519&sd=tech